+182.7%
ITUB vs PEGA
-48.2%
+230.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.6% |
| 7D | 0.0% | -6.1% | +6.1% | +0.5% |
| 30D | +2.6% | +6.4% | -3.8% | +2.0% |
| 3M | +8.4% | +2.9% | +5.5% | +7.8% |
| 6M | -0.5% | -23.8% | +23.3% | +1.4% |
| YTD | +15.3% | -41.1% | +56.3% | +19.9% |
| 1Y | +28.7% | -38.2% | +66.9% | +32.8% |
| 3Y | +118.7% | +49.8% | +68.8% | +103.9% |
| 5Y | +182.7% | -48.0% | +230.7% | +219.3% |
| All | +182.7% | -48.2% | +230.9% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling